Package index • markovchain

All functions

ExpectedTime(): Returns expected hitting time from state i to state j
HigherOrderMarkovChain-class: Higher order Markov Chains class
absorptionProbabilities(): Absorption probabilities
autoplot.markovchain(): Plot a Markov chain with ggplot2
blanden: Mobility between income quartiles
committorAB(): Calculates committor of a markovchain object with respect to set A, B
conditionalDistribution(): conditionalDistribution of a Markov Chain
craigsendi: CD4 cells counts on HIV Infects between zero and six month
ctmc-class dim,ctmc-method initialize,ctmc_method states,ctmc-method steadyStates,ctmc-method plot,ctmc,missing-method: Continuous time Markov Chains class
ctmcFit(): Function to fit a CTMC
expectedRewards(): Expected Rewards for a markovchain
expectedRewardsBeforeHittingA(): Expected first passage Rewards for a set of states in a markovchain
firstPassage(): First passage across states
firstPassageMultiple(): function to calculate first passage probabilities
fitHighOrderMultivarMC(): Function to fit Higher Order Multivariate Markov chain
fitHigherOrder() seq2freqProb() seq2matHigh(): Functions to fit a higher order Markov chain
freq2Generator(): Returns a generator matrix corresponding to frequency matrix
generatorToTransitionMatrix(): Function to obtain the transition matrix from the generator
name(): Method to retrieve name of markovchain object
hittingProbabilities(): Hitting probabilities for markovchain
holson: Holson data set
hommc: An S4 class for representing High Order Multivariate Markovchain (HOMMC)
show(<hommc>): Function to display the details of hommc object
ictmc-class ictmc: An S4 class for representing Imprecise Continuous Time Markovchains
impreciseProbabilityatT(): Calculating full conditional probability using lower rate transition matrix
inferHyperparam(): Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set
is.CTMCirreducible(): Check if CTMC is irreducible
is.TimeReversible(): checks if ctmc object is time reversible
is.accessible(): Verify if a state j is reachable from state i.
is.irreducible(): Function to check if a Markov chain is irreducible (i.e. ergodic)
is.regular(): Check if a DTMC is regular
is.stochasticallyMonotone(): Check if a Markov chain is stochastically monotone
kullback: Example from Kullback and Kupperman Tests for Contingency Tables
markovchain-class *,markovchain,markovchain-method *,markovchain,matrix-method *,markovchain,numeric-method *,matrix,markovchain-method *,numeric,markovchain-method ==,markovchain,markovchain-method !=,markovchain,markovchain-method absorbingStates,markovchain-method transientStates,markovchain-method recurrentStates,markovchain-method transientClasses,markovchain-method recurrentClasses,markovchain-method communicatingClasses,markovchain-method steadyStates,markovchain-method meanNumVisits,markovchain-method is.regular,markovchain-method is.irreducible,markovchain-method is.accessible,markovchain,character,character-method is.accessible,markovchain,missing,missing-method absorptionProbabilities,markovchain-method meanFirstPassageTime,markovchain,character-method meanFirstPassageTime,markovchain,missing-method meanAbsorptionTime,markovchain-method meanRecurrenceTime,markovchain-method conditionalDistribution,markovchain-method hittingProbabilities,markovchain-method canonicForm,markovchain-method coerce,data.frame,markovchain-method coerce,markovchain,data.frame-method coerce,table,markovchain-method coerce,markovchain,igraph-method coerce,markovchain,matrix-method coerce,markovchain,sparseMatrix-method coerce,sparseMatrix,markovchain-method coerce,matrix,markovchain-method coerce,Matrix,markovchain-method coerce,msm,markovchain-method coerce,msm.est,markovchain-method coerce,etm,markovchain-method dim,markovchain-method initialize,markovchain-method names<-,markovchain-method plot,markovchain,missing-method predict,markovchain-method print,markovchain-method show,markovchain-method summary,markovchain-method sort,markovchain-method t,markovchain-method [,markovchain,ANY,ANY,ANY-method ^,markovchain,numeric-method: Markov Chain class
markovchain markovchain-package: Easy Handling Discrete Time Markov Chains
createSequenceMatrix() .markovchainFitRcpp() markovchainFit(): Function to fit a discrete Markov chain
markovchainList-class [[,markovchainList-method dim,markovchainList-method predict,markovchainList-method print,markovchainList-method show,markovchainList-method: Non homogeneus discrete time Markov Chains class
markovchainListFit(): markovchainListFit
markovchainSequence(): Function to generate a sequence of states from homogeneous Markov chains.
meanAbsorptionTime(): Mean absorption time
meanFirstPassageTime(): Mean First Passage Time for irreducible Markov chains
meanNumVisits(): Mean num of visits for markovchain, starting at each state
meanRecurrenceTime(): Mean recurrence time
multinomialConfidenceIntervals(): A function to compute multinomial confidence intervals of DTMC
names(<markovchain>): Returns the states for a Markov chain object
noofVisitsDist(): return a joint pdf of the number of visits to the various states of the DTMC
ones(): Returns an Identity matrix
predictHommc(): Simulate a higher order multivariate markovchain
predictiveDistribution(): predictiveDistribution
preproglucacon: Preprogluccacon DNA protein bases sequences
priorDistribution(): priorDistribution
probabilityatT(): Calculating probability from a ctmc object
rain: Alofi island daily rainfall
rctmc(): rctmc
rmarkovchain(): Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.
sales: Sales Demand Sequences
`name<-`(): Method to set name of markovchain object
states(): Defined states of a transition matrix
verifyMarkovProperty() assessOrder() verifyEmpiricalToTheoretical() verifyHomogeneity() assessStationarity(): Test the first-order Markov property of an empirical sequence
steadyStates(): Stationary states of a markovchain object
period() communicatingClasses() recurrentClasses() transientClasses() transientStates() recurrentStates() absorbingStates() canonicForm(): Various function to perform structural analysis of DTMC
tm_abs: Single Year Corporate Credit Rating Transititions
transition2Generator(): Return the generator matrix for a corresponding transition matrix
transitionProbability(): Function to get the transition probabilities from initial to subsequent states.
zeros(): Matrix to create zeros